+1,502.2%
TSM vs VT
+223.7%
+1,278.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +0.1% |
| 7D | -2.5% | +0.4% | -2.9% | -2.7% |
| 30D | -14.3% | -2.6% | -11.7% | -10.8% |
| 3M | -7.2% | -3.2% | -4.0% | -2.5% |
| 6M | -5.1% | +0.9% | -6.1% | -4.7% |
| YTD | +28.9% | +11.3% | +17.6% | +15.2% |
| 1Y | +37.1% | +14.0% | +23.1% | +19.0% |
| 3Y | +341.5% | +75.8% | +265.6% | +134.9% |
| 5Y | +245.7% | +57.8% | +187.9% | +110.9% |
| 10Y | +1,502.2% | +219.8% | +1,282.4% | +360.6% |
| All | +1,502.2% | +223.7% | +1,278.6% | +360.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling